標(biāo)題: Titlebook: Unit Root Tests in Time Series Volume 1; Key Concepts and Pro Kerry Patterson Book 2011 Palgrave Macmillan, a division of Macmillan Publish [打印本頁] 作者: GLOAT 時間: 2025-3-21 18:33
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書目名稱Unit Root Tests in Time Series Volume 1影響因子(影響力)學(xué)科排名
書目名稱Unit Root Tests in Time Series Volume 1網(wǎng)絡(luò)公開度
書目名稱Unit Root Tests in Time Series Volume 1網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Unit Root Tests in Time Series Volume 1被引頻次
書目名稱Unit Root Tests in Time Series Volume 1被引頻次學(xué)科排名
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書目名稱Unit Root Tests in Time Series Volume 1年度引用學(xué)科排名
書目名稱Unit Root Tests in Time Series Volume 1讀者反饋
書目名稱Unit Root Tests in Time Series Volume 1讀者反饋學(xué)科排名
作者: 食品室 時間: 2025-3-21 21:06 作者: Myocarditis 時間: 2025-3-22 04:16
Testing for Two (or More) Unit Roots,produce a smooth time series; in contrast, a series generated by a single unit root, which involves a single summation of shocks, is less smooth, although generally smoother than an I(0) series; the limiting case of the latter being the ‘spiky’ pattern produced by a white noise series.作者: Charitable 時間: 2025-3-22 07:58 作者: NOMAD 時間: 2025-3-22 12:45
Kerry Pattersonltuous events that have occurred during the 104th Congress? As this chapter shall illustrate, the schools-of-thought policy preferences of leading decision-makers have exhibited quite a remarkable constancy as the Balkan crisis culminated in the Dayton Accord of November 1995.作者: doxazosin 時間: 2025-3-22 13:29 作者: GIDDY 時間: 2025-3-22 18:42 作者: 領(lǐng)帶 時間: 2025-3-22 23:25
Why Distinguish Between Trend Stationary and Difference Stationary Processes?,trended series such as population than with more erratic series such as the prices of financial assets. Deviations from the trend are then viewed as transitory, the trend being the attractor to which the series reverts given sufficient time for adjustment. This, of course, is the trend stationary view of the generation of time series.作者: declamation 時間: 2025-3-23 03:35
An Introduction to ARMA Models,f interest in this chapter is where one of the roots of the AR polynomial might be a unit root whilst the others are outside the unit circle. The case of two unit roots is considered in Chapter 11 and the roots of a polynomial are considered extensively in Appendix 2.作者: Invigorate 時間: 2025-3-23 06:25 作者: biopsy 時間: 2025-3-23 13:04
Kerry Patterson Is this discussion not dislocated in time and space, that is, a regression in relation to the modernity that one desires to overcome? Could it be that the U.S. publishers were suggesting something more adequate to the present time when they used . as the title of the North American version.作者: 單純 時間: 2025-3-23 16:18 作者: 懸崖 時間: 2025-3-23 19:18
Introduction to Random Walks and Brownian Motion,stribution. In the simplest version of this process the random variable has two equally likely outcomes resulting in a symmetric binomial random walk. The idea is simple enough and the terminology is due to a problem posed by Pearson (see Hughes, 1995, p.53), although the concept dates from much ear作者: Kernel 時間: 2025-3-23 22:59 作者: 終止 時間: 2025-3-24 02:20
An Introduction to ARMA Models, only of interest in their own right, they serve to provide a background to interpret many of the issues arising in the context of unit roots and integrated time series. The ‘ARMA’ notation indicates that there are two components to the structure of these models. The first part is the autoregressive作者: 暗諷 時間: 2025-3-24 10:14 作者: SPER 時間: 2025-3-24 10:46
Confidence Intervals in AR models,nts in an AR(p) model have a finite sample bias. In response, and addressing the solution as obtaining an estimator with better . bias, four methods of bias adjustment were considered; these were first-order bias correction, linear bias correction, recursive mean adjustment and bootstrap bias correc作者: bypass 時間: 2025-3-24 17:57 作者: 細(xì)微差別 時間: 2025-3-24 21:13
Improving the Power of Unit Root Tests,to be considered is the application of generalised least squares (GLS), which leads to two distinct formulations of the problem of unit root testing. The first is perhaps the more natural application that follows from noting that if the errors in a regression model are dependent, a standard solution作者: 浮雕寶石 時間: 2025-3-24 23:24
Bootstrap Unit Root Tests,to Hansen (1999), was outlined as a means of constructing a confidence interval in a situation where the underlying quantiles are not constant. This chapter picks up the bootstrap theme as it applies specifically to unit root testing.作者: Ganglion-Cyst 時間: 2025-3-25 04:20 作者: paragon 時間: 2025-3-25 09:25 作者: 高談闊論 時間: 2025-3-25 14:01 作者: agonist 時間: 2025-3-25 16:28 作者: semiskilled 時間: 2025-3-25 22:25
Unit Root Tests for Seasonal Data,aurants and hotels is higher in the summer. These examples relate to festivals or other cultural activities, whereas some seasonal patterns, whilst also related to the weather, are more fundamentally determined by them; for example, employment in agriculture and construction varies across the season作者: critique 時間: 2025-3-26 02:34 作者: Etymology 時間: 2025-3-26 04:47
Kerry Pattersonel”, the discussion in this chapter is, for the most part, conceptual, focusing on the research issues and ideas that are concerned with the design of a decentralized architecture that supports the interoperability model and meets the requirements set forth in Section 1.5.作者: 豪華 時間: 2025-3-26 11:21 作者: Agility 時間: 2025-3-26 14:22 作者: CUR 時間: 2025-3-26 18:17 作者: Anecdote 時間: 2025-3-26 23:00 作者: 工作 時間: 2025-3-27 03:05
Palgrave Texts in Econometricshttp://image.papertrans.cn/u/image/942104.jpg作者: 下垂 時間: 2025-3-27 08:45
Book 2011Testing for a unit root is now an essential part of time series analysis. This?volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.作者: Hyperalgesia 時間: 2025-3-27 10:51 作者: generic 時間: 2025-3-27 13:55 作者: Confess 時間: 2025-3-27 19:50 作者: Discrete 時間: 2025-3-27 22:42
Bootstrap Unit Root Tests,to Hansen (1999), was outlined as a means of constructing a confidence interval in a situation where the underlying quantiles are not constant. This chapter picks up the bootstrap theme as it applies specifically to unit root testing.作者: TEN 時間: 2025-3-28 02:19 作者: Intact 時間: 2025-3-28 09:18 作者: CODA 時間: 2025-3-28 10:37 作者: micturition 時間: 2025-3-28 14:50 作者: ALOFT 時間: 2025-3-28 19:57
Kerry Pattersone fate of the spelling reforms listed in the Nuevas normas de prosodia y ortograjia, which were supposed to come into force in all Spanish-speaking countries in 1959 and, nearly forty years later, are still selectively ignored by publishers and literate persons everywhere. The fact is that in Spanish ‘correct978-1-4615-8370-7978-1-4615-8368-4作者: TEN 時間: 2025-3-28 23:45 作者: Instinctive 時間: 2025-3-29 06:05 作者: lambaste 時間: 2025-3-29 08:55 作者: 枯萎將要 時間: 2025-3-29 13:49
Combining Tests and Constructing Confidence Intervals,unit root tests, where the power of the tests was known to be sensitive to the initial condition. In the case of tests of stationarity, the roles are reversed so that the initial condition becomes important to the null hypothesis, with the problem now being that size is dependent on the initial condition. This problem is considered in section 12.1.作者: PLIC 時間: 2025-3-29 17:46
Kerry Pattersonociated it may also be useful for physicists and engineers. The needed prerequisites for its reading are essentially reduced to the classical notions of differe978-3-540-52408-3978-3-540-46981-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: 單調(diào)性 時間: 2025-3-29 20:39 作者: 大約冬季 時間: 2025-3-30 00:15 作者: Offensive 時間: 2025-3-30 08:05
